CME Canadian Dollar Future September 2017


Trading Metrics calculated at close of trading on 04-May-2017
Day Change Summary
Previous Current
03-May-2017 04-May-2017 Change Change % Previous Week
Open 0.7303 0.7297 -0.0006 -0.1% 0.7429
High 0.7330 0.7314 -0.0016 -0.2% 0.7474
Low 0.7295 0.7275 -0.0020 -0.3% 0.7318
Close 0.7311 0.7281 -0.0030 -0.4% 0.7332
Range 0.0036 0.0039 0.0004 9.9% 0.0156
ATR 0.0045 0.0045 0.0000 -1.0% 0.0000
Volume 208 410 202 97.1% 2,237
Daily Pivots for day following 04-May-2017
Classic Woodie Camarilla DeMark
R4 0.7407 0.7383 0.7302
R3 0.7368 0.7344 0.7292
R2 0.7329 0.7329 0.7288
R1 0.7305 0.7305 0.7285 0.7298
PP 0.7290 0.7290 0.7290 0.7286
S1 0.7266 0.7266 0.7277 0.7258
S2 0.7251 0.7251 0.7274
S3 0.7212 0.7227 0.7270
S4 0.7173 0.7188 0.7260
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.7841 0.7742 0.7417
R3 0.7685 0.7586 0.7374
R2 0.7530 0.7530 0.7360
R1 0.7431 0.7431 0.7346 0.7403
PP 0.7374 0.7374 0.7374 0.7360
S1 0.7275 0.7275 0.7317 0.7247
S2 0.7219 0.7219 0.7303
S3 0.7063 0.7120 0.7289
S4 0.6908 0.6964 0.7246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7355 0.7275 0.0080 1.1% 0.0038 0.5% 8% False True 302
10 0.7474 0.7275 0.0199 2.7% 0.0047 0.6% 3% False True 386
20 0.7577 0.7275 0.0302 4.1% 0.0045 0.6% 2% False True 314
40 0.7577 0.7275 0.0302 4.1% 0.0042 0.6% 2% False True 209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7480
2.618 0.7416
1.618 0.7377
1.000 0.7353
0.618 0.7338
HIGH 0.7314
0.618 0.7299
0.500 0.7295
0.382 0.7290
LOW 0.7275
0.618 0.7251
1.000 0.7236
1.618 0.7212
2.618 0.7173
4.250 0.7109
Fisher Pivots for day following 04-May-2017
Pivot 1 day 3 day
R1 0.7295 0.7308
PP 0.7290 0.7299
S1 0.7286 0.7290

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These figures are updated between 7pm and 10pm EST after a trading day.

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